You are correct. Unfortunately the fielddata is loaded for all docs 
regardless of filter condition. You can:

1) Add more RAM

2) Add more nodes (and shard your index out so that RAM usage will 
distributed across multiple nodes)

3) Use disk-based fielddata (fielddata will not be loaded into memory) for 
the field/s you are aggregating on. This will run slower and you have to 
reindex your data.

http://www.elasticsearch.org/blog/disk-based-field-data-a-k-a-doc-values/

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